Luckily it's easy to change the voice if you bought your device overseas or if you just prefer to hear Alexa speaking with a different accent. In fact you can configure Alexa to use an entirely different language if that suits you better.
Changing Alexa's Voice
First a word of warning: If you change to voice that's not the default voice for the region that you live in then you may find that some local skills won't work properly or won't be available at all. Alexa skill developers have to specifically configure their skills to work with different locales, and in some cases they may decide that it's not worth the effort to do that.
If you change to "English (United States)" then you'll have access to the widest range of skills, but you may miss out on some local skills, and you may find that Alexa has problems understanding some words unless you put on an American accent.
On the other hand, if you change to "English (Australia/New Zealand)", then the variety of skills will be limited a bit, but you'll ensure that you have access to local skills for NZ travel, radio, movies, etc.
Steps to change Alexa's voice on your echo device:
1. Open the Alexa app on your mobile phone.
2. Click on the "Devices" or "Gear" icon, depending on your app version.
3. Select your echo device.
4. Scroll down, and tap the Language section
5. Here you can choose which Locale you want to use. Each one is associated with a different voice.
6. Depending on your region, you may be prompted with a warning. Click OK to proceed.
7. You'll then receive a notice that the update is in progress.
8. Almost straight away you'll see that the locale has been updated in your mobile app, but it may still take a few minutes before your echo device switches over to the new voice.